-100.0%
SOXS vs ICE
+734.6%
-834.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.4% | +8.5% | +7.4% |
| 7D | -9.4% | -5.3% | -4.1% | -17.3% |
| 30D | +6.2% | +3.0% | +3.1% | +9.9% |
| 3M | -28.0% | +11.4% | -39.5% | -22.3% |
| 6M | -99.2% | -2.0% | -97.1% | -99.6% |
| YTD | -99.5% | -3.1% | -96.4% | -99.8% |
| 1Y | -99.7% | -8.4% | -91.4% | -99.9% |
| 3Y | -100.0% | +40.7% | -140.7% | -100.0% |
| 5Y | -100.0% | +40.0% | -140.0% | -100.0% |
| 10Y | -100.0% | +213.5% | -313.5% | -100.0% |
| All | -100.0% | +734.6% | -834.6% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ICE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling